CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 25-Jun-2021

Day Change Summary
	Previous	Current
	24-Jun-2021	25-Jun-2021	Change	Change %	Previous Week
Open	0.8130	0.8114	-0.0016	-0.2%	0.8035
High	0.8140	0.8147	0.0007	0.1%	0.8159
Low	0.8105	0.8111	0.0007	0.1%	0.8009
Close	0.8116	0.8125	0.0010	0.1%	0.8125
Range	0.0036	0.0036	0.0000	0.0%	0.0150
ATR	0.0053	0.0052	-0.0001	-2.3%	0.0000
Volume	18	20	2	11.1%	228

Daily Pivots for day following 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8234	0.8215	0.8145
R3	0.8199	0.8180	0.8135
R2	0.8163	0.8163	0.8132
R1	0.8144	0.8144	0.8128	0.8154
PP	0.8128	0.8128	0.8128	0.8132
S1	0.8109	0.8109	0.8122	0.8118
S2	0.8092	0.8092	0.8118
S3	0.8057	0.8073	0.8115
S4	0.8021	0.8038	0.8105

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8548	0.8486	0.8208
R3	0.8398	0.8336	0.8166
R2	0.8248	0.8248	0.8153
R1	0.8186	0.8186	0.8139	0.8217
PP	0.8098	0.8098	0.8098	0.8113
S1	0.8036	0.8036	0.8111	0.8067
S2	0.7948	0.7948	0.8098
S3	0.7798	0.7886	0.8084
S4	0.7648	0.7736	0.8043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8159	0.8009	0.0150	1.8%	0.0054	0.7%	77%	False	False	45
10	0.8243	0.8009	0.0234	2.9%	0.0058	0.7%	50%	False	False	99
20	0.8324	0.8009	0.0315	3.9%	0.0050	0.6%	37%	False	False	242
40	0.8324	0.8009	0.0315	3.9%	0.0048	0.6%	37%	False	False	152
60	0.8324	0.7906	0.0418	5.1%	0.0047	0.6%	52%	False	False	115
80	0.8324	0.7858	0.0466	5.7%	0.0047	0.6%	57%	False	False	102
100	0.8324	0.7791	0.0533	6.6%	0.0045	0.6%	63%	False	False	94

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011

Fibonacci Retracements and Extensions
4.250	0.8297
2.618	0.8239
1.618	0.8204
1.000	0.8182
0.618	0.8168
HIGH	0.8147
0.618	0.8133
0.500	0.8129
0.382	0.8125
LOW	0.8111
0.618	0.8089
1.000	0.8076
1.618	0.8054
2.618	0.8018
4.250	0.7960

Fisher Pivots for day following 25-Jun-2021
Pivot	1 day	3 day
R1	0.8129	0.8132
PP	0.8128	0.8130
S1	0.8126	0.8127

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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